[R] SQP with Constraints

From: vioravis <vioravis_at_gmail.com>
Date: Mon, 09 May 2011 19:46:51 -0700 (PDT)


I am trying to optimize function similar to the following:

Minimize x1^2 - x2^2 - x3^2

st x1 < x2

    x2 < x3

The constraint is that the variables should be monotonically increasing. Is there any package that implements Sequential Quadratic Programming with ability include these constraints???

Thanks you.

Ravi

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Received on Tue 10 May 2011 - 02:59:29 GMT

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